Copy the lib and share directories from the GTK+ Themes zip file into your <Deluge Installation Directory> (you want to merge those with the existing lib and share directories). Copy the gtk2_prefs.exe from the GTK Theme Switcher zip file into your <Deluge Installation Directory>.

You can now run the gtk2_prefs.exe applications to choose a theme. You probably will want to use the "Apply for all users" checkbox so that the changes are made to Deluge's private GTK+ runtime.

Note: If you had previously set up a user-specific GTK+ theme with the global GTK+ Runtime, you will need to delete or rename the %USERPROFILE%/.gtkrc-2.0 file in order to have your changes take effect.